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Search: person:"Kibzun, Andrey I."
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Optimization of the quantile criterion for the convex loss function by a stochastic quasigradient algorithm
Kibzun, Andrej I.
;
Matveev, Evgeniy
-
2012
Persistent link: https://www.econbiz.de/10009688655
Saved in:
2
Analysis of criteria VaR and CVaR
Kibzun, Andrej I.
;
Kuznetsov, Evgeniy A.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 779-796
Persistent link: https://www.econbiz.de/10003291381
Saved in:
3
Analysis of criteria VaR and CVaR
Kibzun, Andrey I.
;
Kuznetsov, Evgeniy A.
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 779-796
Persistent link: https://www.econbiz.de/10005201764
Saved in:
4
Analysis of criteria VaR and CVaR
Kibzun, Andrey I.
;
Kuznetsov, Evgeniy A.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 779
Persistent link: https://www.econbiz.de/10005878617
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